+44,849.9%
SCHW vs ES
+1,272.1%
+43,577.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.4% |
| 7D | +2.0% | +2.7% | -0.7% | +1.0% |
| 30D | -3.6% | +7.6% | -11.2% | -6.0% |
| 3M | -15.0% | +0.5% | -15.5% | -15.3% |
| 6M | +2.6% | +7.6% | -5.0% | -0.3% |
| YTD | -5.7% | +10.2% | -15.9% | -9.7% |
| 1Y | -0.9% | +1.8% | -2.7% | -3.0% |
| 3Y | +79.4% | +55.4% | +24.0% | +48.0% |
| 5Y | +21.2% | +7.3% | +13.9% | +13.0% |
| 10Y | +193.3% | +96.4% | +97.0% | +109.0% |
| All | +44,849.9% | +1,272.1% | +43,577.8% | +14,260.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ES wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling